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Diffusion models (DMs) have become the dominant paradigm of generative modeling in a variety of domains by learning stochastic processes from noise to data. Recently, diffusion denoising bridge models (DDBMs), a new formulation of…

Machine Learning · Computer Science 2024-11-01 Guande He , Kaiwen Zheng , Jianfei Chen , Fan Bao , Jun Zhu

The Schr\"odinger bridge problem (SBP) is gaining increasing attention in generative modeling and showing promising potential even in comparison with the score-based generative models (SGMs). SBP can be interpreted as an entropy-regularized…

Financial time series forecasting is particularly challenging for transformer-based time series foundation models (TSFMs) due to non-stationarity, heavy-tailed distributions, and high-frequency noise present in data. Low-rank adaptation…

Machine Learning · Computer Science 2026-02-02 Anthony Bolton , Wuyang Zhou , Zehua Chen , Giorgos Iacovides , Danilo Mandic

Conditional generative models represent a significant advancement in the field of machine learning, allowing for the controlled synthesis of data by incorporating additional information into the generation process. In this work we introduce…

Machine Learning · Statistics 2024-09-27 Hanwen Huang

Flow matching and diffusion bridge models have emerged as leading paradigms in generative speech enhancement, modeling stochastic processes between paired noisy and clean speech signals based on principles such as flow matching, score…

Audio and Speech Processing · Electrical Eng. & Systems 2026-02-23 Dahan Wang , Jun Gao , Tong Lei , Yuxiang Hu , Changbao Zhu , Kai Chen , Jing Lu

The Schr\"odinger bridge problem (SBP) seeks to find the measure $\hat{\mathbf{P}}$ on a certain path space which interpolates between state-space distributions $\rho_0$ at time $0$ and $\rho_T$ at time $T$ while minimizing the KL…

Probability · Mathematics 2025-02-17 Andrei Zlotchevski , Linan Chen

Recent advances in diffusion bridge models leverage Doob's $h$-transform to establish fixed endpoints between distributions, demonstrating promising results in image translation and restoration tasks. However, these approaches often produce…

Computer Vision and Pattern Recognition · Computer Science 2025-11-12 Mokai Pan , Kaizhen Zhu , Yuexin Ma , Yanwei Fu , Jingyi Yu , Jingya Wang , Ye Shi

In this work, we revisit the discrete-time Schr\"{o}dinger Bridge (SB) and Density Steering (DS) problems for Gaussian mixture model (GMM) boundary distributions. Building on the existing literature, we construct a set of feasible Markovian…

Systems and Control · Electrical Eng. & Systems 2026-04-02 George Rapakoulias , Fengjiao Liu , Panagiotis Tsiotras

This paper aims to conduct a comprehensive theoretical analysis of current diffusion models. We introduce a novel generative learning methodology utilizing the Schr{\"o}dinger bridge diffusion model in latent space as the framework for…

Machine Learning · Statistics 2024-12-24 Yuling Jiao , Lican Kang , Huazhen Lin , Jin Liu , Heng Zuo

The static optimal transport $(\mathrm{OT})$ problem between Gaussians seeks to recover an optimal map, or more generally a coupling, to morph a Gaussian into another. It has been well studied and applied to a wide variety of tasks. Here we…

Machine Learning · Computer Science 2023-04-03 Charlotte Bunne , Ya-Ping Hsieh , Marco Cuturi , Andreas Krause

We investigate the generative capabilities of the Schr\"odinger Bridge (SB) approach for time series. The SB framework formulates time series synthesis as an entropic optimal interpolation transport problem between a reference probability…

Machine Learning · Computer Science 2025-10-27 Alexandre Alouadi , Baptiste Barreau , Laurent Carlier , Huyên Pham

We consider the problem to identify the most likely flow in phase space, of (inertial) particles under stochastic forcing, that is in agreement with spatial (marginal) distributions that are specified at a set of points in time. The…

Optimization and Control · Mathematics 2019-02-25 Yongxin Chen , Giovanni Conforti , Tryphon T. Georgiou , Luigia Ripani

Audio-visual deepfake localization demands interval-level outputs that serve as temporal evidence. Despite recent progress, symmetric fusion under single-sided or asynchronous forgeries propagates cross-modal noise, degrading high-precision…

Computer Vision and Pattern Recognition · Computer Science 2026-05-25 Jiayu Xiong , Jing Wang , Qi Zhang , Wanlong Wang , Jun Xue

To develop a more convenient subgrid-scale (SGS) model that performs well even in coarse grid cases, we investigate the transport and modeling of SGS turbulent kinetic energy (hereafter SGS energy) in turbulent channel flows based on the…

Fluid Dynamics · Physics 2024-06-12 Kazuhiro Inagaki , Hiromichi Kobayashi

Recent advances in generative modeling have positioned diffusion models as state-of-the-art tools for sampling from complex data distributions. While these models have shown remarkable success across single-modality domains such as images…

Computer Vision and Pattern Recognition · Computer Science 2025-10-28 Nimrod Berman , Omkar Joglekar , Eitan Kosman , Dotan Di Castro , Omri Azencot

Optimal transport (OT) and Schr{\"o}dinger bridge (SB) problems have emerged as powerful frameworks for transferring probability distributions with minimal cost. However, existing approaches typically focus on endpoint matching while…

Optimization and Control · Mathematics 2025-10-09 Xu Duan , Dongmei Chen

This paper aims to unify Score-based Generative Models (SGMs), also known as Diffusion models, and the Schr\"odinger Bridge (SB) problem through three reparameterization techniques: Iterative Proportional Mean-Matching (IPMM), Iterative…

Computer Vision and Pattern Recognition · Computer Science 2025-08-26 Zhicong Tang , Tiankai Hang , Shuyang Gu , Dong Chen , Baining Guo

The mean-field Schr\"odinger bridge (MFSB) problem concerns designing a minimum-effort controller that guides a diffusion process with nonlocal interaction to reach a given distribution from another by a fixed deadline. Unlike the standard…

Optimization and Control · Mathematics 2026-04-10 Asmaa Eldesoukey , Yongxin Chen , Abhishek Halder

The bridge problem is to find an SDE (or sometimes an ODE) that bridges two given distributions. The application areas of the bridge problem are enormous, among which the recent generative modeling (e.g., conditional or unconditional image…

Machine Learning · Computer Science 2025-09-15 Minyoung Kim

Identifying the drift and diffusion of an SDE from its population dynamics is a notoriously challenging task. Researchers in machine learning and single-cell biology have only been able to prove a partial identifiability result: for…

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